Financial Econometrics Course unit title Financial Econometrics Course unit code Type of course unit (compulsory, optional) Compulsory Level of course unit (according to EQF: first cycle Bachelor, second cycle Master) The Second cycle of Master Degree Program Year of study when the course unit is delivered (if applicable) 2020-2021 Semester/trimester when the course unit is delivered The First Semester of Master Study Number of ECTS credits allocated 3 Credits (4.8 ECTS) Name of lecturer(s) Dr. Rahmat Setiawan, SE., MM., CFP Dr. Rudi Purwono, SE, MSE Learning outcomes of the course unit After completing this course, students are expected to be able to master and practice financial econometric analysis tools include simple linear regression models, multiple linear regression models, dummy variable regression models, qualitative response regression models, panel data regression models and simultaneous equation models in research at financial management field. Mode of delivery (face-to-face, distance learning) face-to-face Prerequisites and co-requisites (if applicable) - Course content This course elaborates the financial econometric analysis tools include simple linear regression models, multiple linear regression models, dummy variable regression models, qualitative response regression models, panel data regression models and research simultaneous equation models in the field of financial management. Recommended or required Reading and other learning resources/tools Gujarati, Damodar N., Dawn C. Porter, 2009, Basic Econometrics; McGrawHill, New York. (GP) Artikel jurnal ilmiah yang terkait ekonometrika keuangan Planned learning activities and teaching methods Paper, Discussion, Presentation Language of instruction Indonesian Assessment methods and criteria Assignment of Summary of Materials and Case Studies (25%) Group Presentation (15%); Midterm Exam (30%); Final Exam (30%)